The capital allocation line provided by a risk-free security and n risky securities is O a. the line that connects the risk-free rate and the portfolio of the risky securities that has the highest expected return on the efficient frontier. O b. the line tangent to the efficient frontier of risky securities drawn from the risk-free rate. O c. the line that connects the risky asset portfolio and the portfolio of the risky securities that has the highest expected return on the efficient frontier. O d. the line that connects the risk-free rate and the global minimum-variance portfolio of the risky securities. O e. the horizontal line drawn from the risk-free rate